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About Global Existence for Quadratic Systems of Reaction-Diffusion

Laurent Desvillettes, Klemens Fellner, Michel Pierre, Julien Vovelle November 10, 2006

Abstract: We prove global existence in time of weak solutions to a class of quadratic reaction-diffusion systems for which a Lyapounov structure ofLlogL- entropy type holds. The approach relies on an a priori dimension-independent L2-estimate, valid for a wide class of systems, and which provides anL1-bound on the nonlinearities, at least for not too degenerate diffusions. In the more degenerate case, some global existence may be stated with the use of a weaker notion of renormalized solution with defect, arising in the theory of kinetic equa- tions.

Key Words: reaction-diffusion system, weak solutions, renormalized solu- tions, entropy methods

Mathematics Subject Classification: 35K57, 35D05

1 Introduction

To introduce the purpose of this paper, let us consider the following 4×4 reaction-diffusion system set on a regular bounded domain Ω RN: for i = 1,2,3,4,

taidi∆ai= (−1)i[a1a3a2a4] n·∇xai = 0 on∂Ω

ai(0) =ai00,

(1) where the di are positive constants, ai0 L(Ω), and n denotes the outer normal to ∂Ω. The existence of a positive regular solution locally in time is classical. The global existence in time of a regular solution is not so obvious, and is even an open question in higher space dimensions. However, besides the preservation of positivity, this system offers some specificities which may be used to prove at least the existence ofglobal weak solutions in time.

Indeed, a main point is that the nonlinear reactive terms add up to zero.

Then, according to the Remark 2.2 in [PSch], it follows (by a duality argument) that the ai are a priori bounded in L2(QT) for any T where we denote QT = (0, T)×Ω and for any dimension N. Consequently, the nonlinearities are a priori bounded in L1(QT) for all T. Now, it follows from the results in [Pie]

that the above structure, together withL1-bounds on the nonlinearities, provide the existence ofglobal weak solutions (see below for the meaning). We recall in the Appendix the main steps of this approach.

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Here, we would like to extend the use of the dimension-independent L2- estimate just mentioned and show how it can be quite more exploited for this kind of systems and how it is robust enough to carry over to variable diffusion coefficients and even to degenerate diffusions coefficients. Let us explain our goals on the above specific system.

As it is well known, besides the property P

fi(a) = 0 (where we denote a= (a1, a2, a3, a4) andfi(·) is thei-th nonlinearity), it also satisfies the entropy inequality

X

i

log(ai)fi(a)0. (2)

As a consequence, if we denotezi=ailog(ai)ai, one has

(z1+z2+z3+z4)t∆(d1z1+d2z2+d3z3+d4z4)0.

Using the sameL2-estimate as the one just mentioned (see Appendix and The- orem 3.1), we can prove thatz =P

izi is bounded inL2(QT) for allT. This means that, not only the right-hand side of (1) is bounded in L1, but it is uniformly integrable. Therefore, if we consider a good approximation of the sys- tem for which global existence in time of classical solutions holds, the nonlinear terms are uniformly integrable. On the other hand, by compactness properties of the heat operator, theL1(QT)-bound of the right-hand side providesL1(QT)- compactness of the approximate solution (an), and, up to a subsequence, con- vergence a.e. of the nonlinear terms. This, together with uniform integrability, yields convergence of the right-hand side in L1. As a consequence, we obtain global existence for (1)using only theL2-estimates.

This is what we show below for a general class of systems for which a struc- ture of type (2) exists. Moreover, we show how the main L2-estimate may be extended to time-space dependent diffusions (and therefore to some quasi-linear problems) and even to some degenerate situations. It may also be applied to some classical quadratic Lotka-Volterra systems for which global existence of classical solutions is unresolved in high dimension (see [Leung],[FHM]).

In the last part of the paper, we provide some alternative when the nonlin- earities are not bounded inL1. This is for instance the case when the diffusions are more degenerate. We then take up ideas aroundrenormalized solutionsfrom the theory of kinetic equations (see e.g. [DiL, CIP] for Boltzmann’s equation of gas dynamics). In particular, provided an L2-bound, we prove convergence of approximate solutions toward renormalized global solutions with defect measure (see e.g. [V2]).

2 Notations and general assumptions

All along the paper, we will use the following general notations and assump- tions: we denote byq 1 the number of equations of the system, and, for all i= 1, ..., q, we are given:

di C1([0,+∞)×Ω), di 0, with x

di L(QT) (that is σ = 2P

ik∇x

dikL(QT)<for allT),

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f : (0,+∞)××[0,+∞)q Rq measurable and ”locally Lipschitz continuous”, that is: for f = (f1, ..., fq) and | · | denoting the Euclidean norm inRq:

there existsk(·) : [0,+∞)[0,+∞) nondecreasing such that a.e.(t, x)(0,+∞)×Ω,and∀r,rˆ[0,+∞)q :

|f(t, x, r)f(t, x,r)| ≤ˆ k(max{|r|,r|})|rr|,ˆ and T >0 : [(t, x)f(t, x,0)]L(QT),

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and thepositivity preserving condition

a.e.(t, x),∀i,∀r[0,+∞)q : fi(t, x, r1, ..., ri−1,0, ri+1, ...rq)0.

For simplicity, we will often writef(r) =f(t, x, r), even whenf does depend on (t, x).

We will consider the following reaction-diffusion systems: for alli= 1, ..., q

tai− ∇x·(dixai) = fi(a),

n·∇xai = 0 [ or∀i= 1, ..., q, ai = 0 ] on ∂Ω.

ai(0) = ai00.

(4) By regular solution on (0, T), we mean a function a C([0, T)×Ω) such that

tai, ∂xkai, ∂xkxlai, fi(a)L2(QT) and which satisfies the system pointwise.

Byweak solution, we mean a solution ”in the sense of the variation of con- stant formula”, that is,f(a)L1(QT)q for allT and

∀t0, a(t) =S(t)a0+ Z t

0

S(ts)f(a(s))ds, (5)

whereS(t) is the linear semi-group associated with the linear part of the system with the same boundary conditions (that is,tS(t)a0is solution of the system withf 0 and the initial data a(0) =a0).

For the definition of renormalized solutions, we introduce truncation func- tions Tk : [0,+∞) [0,+∞) of class C2, nondecreasing, concave and such that

∀r[0, k1], Tk(r) =r, ∀rk, Tk(r) =k, ∀r,0Tk0(r)1. (6) By renormalized solution with defect measure, or ”renormalized superso- lution”, we mean a function a L1(QT)q with Tk0(ai)fi(a) L1(QT) and Tk0(ai)dixaiL2(QT) such that, for allk >0 and all i= 1, ..., q

tTk(ai)− ∇x·(dixTk(ai))Tk0(ai)fi(a)Tk00(ai)di|∇xai|2. (7) If such a renormalized solution is regular enough so thatfi(a)L1(QT) and dixaiL1(QT), then we may letk tend to +∞in (7) to obtain

tai− ∇x·(dixai)fi(a). (8)

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Next, if on the other hand, the nonlinearity presents some kind of dissipative law like:

X

i

fi(a)0,

then we do obtain the reverse inequality in (8) for renormalized solution obtained as limits of regular solutions, and we are led to a (weak)-global solution (see Appendix and the proofs of Theorem 4.2 and Corollary 5.1 for such a two-sided approach).

Last remark: We will always considernonnegative solutions.

3 The main L2-estimate

The main result of this section is the following.

Theorem 3.1 Assume thatf satisfies the general assumptions of Section 2 and

∀r[0,+∞)q, a.e.(t, x),

q

X

i=1

h0i(ri)fi(r)Θ(t, x) +µX

i

ri,

whereΘL2loc [0,+∞), L2(Ω)

,µ[0,+∞)and fori= 1, ..., q

hi: [0,+∞)[0,+∞) is convex continuous,C2(0,+∞), hi(0) = 0.

Let a be a regular positive solution of (4). Then, setting zi = hi(ai), z = Pzi, zd=Pdizi, we have

Z

QT

z zdC

kz(0)k2L2(Ω)+

TkΘkL2(QT)

, (9)

whereC=C(µ, σ,maxi{kdik}, T,Ω).

Remark: In the case of Dirichlet conditions, we may chooseC=C(Ω)e2(σ2+µ)T (see (15),(16) in the proof). If moreover 0 =σ=µ= Θ, we obtain an estimate up toT = +∞, namely

min

i {di} Z

[0,+∞)×Ω

z2 Z

[0,+∞)×Ω

z zdC(Ω)kz(0)k2L2(Ω).

This provides a first information for the asymptotic behavior ofa(t).

In all cases,zis bounded inL2(QT) in the nondegenerate case. It is interest- ing to notice that the productz zd is always bounded inL1(QT) independently of a lower bound for thedi’s (that is to say, even if the system is degenerate).

We may slightly improve the dependence in z(0) in estimate (9) (see the Remark after the proof).

Proof: It is adapted from the particular case σ=µ= Θ = 0 (see [PSch] and also the Appendix which may be used in a first reading).

Usingh00i 0, we have for alli:

tzi− ∇x·(dixzi)h0i(ai)fi(a),

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so that

tz− ∇x·(X

dixzi)X

h0i(a)fi(a)Θ +µz. (10) Let us estimatezby duality. If we multiply the above inequation by somew0 regular enough, withw(T) = 0, and satisfying the same boundary conditions as thea0is, we obtain

Z

w(0)z0 Z

QT

wtz+wx·(X

dixzi) Z

QT

µzw+ Θw or also, after integration by parts

Z

w(0)z0 Z

QT

wtz+X

zix·(dixw) Z

QT

µzw+ Θw, where we used

Z

∂Ω

wX

dixzi·n− ∇xw·nX

dizi = 0.

Thus Z

QT

Θw+ Z

w(0)z0≥ − Z

QT

z(wt+A∆w+B·∇xw+µw), (11) where we set

A:=zd/z, B:= (X

zixdi)/z.

The dual problem: To estimate z by duality, we introduce the following dual problem whereH ∈ C0(QT) is an arbitrarynonnegative test-function and the boundary condition is the same as for thea0is:

−(wt+A∆w+B·∇xw+µw) = H A, n·∇xw= 0,

resp. w = 0

on∂Ω, w(T) = 0.

(12) Thanks to the positivity of thezi, we have

0min

i {di} ≤Amax

i {di}.

If mini{di}>0, thanks to the regularity ofA, B, and up to changingtintoT−t, (12) is a good classical parabolic problem for which a unique positive solution w exists (see e.g. [LSU]). If A may vanish, we first replace it byA+, >0.

We will see that all the estimates that we are going to derive do not depend on minidi so that we may lettend to zero to solve the limit problem. Therefore, in what follows, we only make estimate on problem (12), assuming enough reg- ularity.

Withσ= 2P

ik∇x

dik=P

ik∇xdi/

dik, we have

|B| ≤σ(X zi

pdi)/z=σ(X zi

zi

pdi)/zσz1/2z1/2d /z=σ A.

We deduce for the dual problem (12) that

−(wt+A∆w)

A(σ|∇xw|+H) +µw. (13)

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Multiplying (13) by−∆wand integrating over Ω give for allt(0, T):

12dtd R

|∇xw(t)|2+R

A(∆w)2

R

A|∆w|(σ|∇xw|+H) +µR

|∇xw|2. (14)

We set β(t) =R

|∇xw(t)|2. By Young’s inequality, the right-hand side of (14) may be bounded from above by

1 2

Z

A(∆w)2+ Z

σ2|∇xw|2+H2+µ|∇xw|2. All this may be rewritten

−β0(t)2(σ2+µ)β(t) + Z

A(∆w)22 Z

H2.

We deduce, settingρ(t) =e2(σ2+µ)t, that

d

dt(ρ(t)β(t)) +ρ(t) Z

A(∆w)2ρ(t) Z

2H2. We integrate fromtto T and usew(T) = 0 to obtain

∀t(0, T), ρ(t)β(t) + Z T

t

ρ(τ)dτ Z

A(∆w)2 Z T

t

ρ(τ)dτ Z

2H2), which implies

Z

|∇xw(t)|2+ Z

[t,T]×Ω

A(∆w)22ρ(T) Z

QT

H2. (15)

Recall that, for someC=C(Ω) C

Z

|∇xw(t)|2 R

w(t)2 ifw= 0 on∂Ω

R

(w(t)|Ω|1 R

w(t))2 in all cases. (16) We can bound the averages ofw(t) by going back to the equation (12) and using that

R

eµtw(t) = R

[t,T]×Ωeµτ(wt+µw)

eµTR

QT|A∆w+B·∇xw+H A|

p

maxikdikC(T, µ, σ,|Ω|)(R

QTH2)1/2,

(17)

so that we get in all cases sup

t∈[0,T]

Z

w(t)2C Z

QT

H2, C=C(µ, σ,maxkdik, T,Ω). (18) Back to the estimate ofz: We now come back to the inequality (11) which writes

Z

QT

zH A

Z

QT

Θw+ Z

w(0)z(0). (19)

Note thatR

w(0)z(0)≤ kw(0)kL2(Ω)kz(0)kL2(Ω)and Z

QT

Θw≤ kΘkL2(QT)kwkL2(QT)≤ kΘkL2(QT)

T sup

t∈[0,T]

kw(t)kL2(Ω).

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SinceH is arbitrary, we deduce by duality from (19),(18) that Z

QT

z zd=k

Azk2L2(QT)C[kz0k2L2(Ω)+

TkΘkL2(QT)].

Remarks: Note that we actually get, not only anL2-estimate for the solution w of (12), but even ”maximal regularity” in L2(QT) for this equation in the sense that: ifH L2(QT), then

A∆w, wtandxware separately inL2(QT).

We refer to the comments in [PSch] for the same questions inLp.

We may improve the dependence on the initial data in Theorem 3.1 by using Sobolev imbedding in (16). Indeed, we may use instead

Z

w(0)p 2/p

C Z

|∇xw(0)|2+ Z

∂Ω

w(0)2

, (20)

forp= +∞ifN = 1, anyp <+∞ifN = 2 andp= 2N/(N2) ifN 3.

As a consequence, using R

w(0)z(0)≤ kw(0)kLpkz(0)kLq in the proof instead of an L2-duality, in Theorem 3.1, we may replace kz(0)kL2(Ω) by kz(0)k2/qLq(Ω)

where

q= 1 ifN = 1, any q >1 if N = 2 andq= 2N/(N+ 2) ifN 3. This allows to solve the systems with weaker assumptions on the initial data.

4 Application to quadratic systems

Let us apply the above estimates to systems similar to the one given in the introduction, that is where thenonlinearity is at most quadraticand where the

”entropy” is controlled.

Theorem 4.1 Besides the assumptions of the introduction, assume that:

- the function k(·)in (3) satisfies k(r)C(|r|+ 1), - for all r (1,+∞)q and a.e.(t, x), P

ilog(ri)fi(t, x, r) Θ(t, x) +µP

iri

whereΘL2(QT), µ[0,+∞).

- d0(0,+∞)such that,∀i= 1, ..., q, 0< d0di.

Then, the system (4) has a global weak solution in any dimension for all nonnegative initial dataa0 such that |a0|log(|a0|)L2(Ω).

Remark: As noticed at the end of the previous Section, we may relax the con- dition on the initial data to|a0|log(|a0|)Lq(Ω) for someq <2 well-chosen.

Proof of Theorem 4.1: We regularize the initial data and we truncate the nonlinearities fi by setting fin(r) :=ψn(r)fi(r) where ψn(r) = ψ1(|r|/n) and ψ1: [0,+∞)[0,1] isCand satisfies

0s1, ψ1(s) = 1, ∀s2, ψ1(s) = 0.

Then, we easily check that the functionfn satisfies also the assumptions of the introduction and of Theorem 3.1 (uniformly inn). Moreoverfn is bounded on QT for all n. Therefore, by the classical theory of existence (see e.g. [LSU]), the approximate system has a unique regular global solution an on (0,∞) for regular approximationsan0 of the initial dataa0.

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We now apply Theorem 3.1 with hi(x) = [xlog(x)x]+. It follows that ani log(ani) is bounded inL2(QT) independently ofn. Since, the nonlinearityf is at most quadratic, it follows that fn(an) is uniformly integrable onQT. By compactness of the linear operator in L1(QT) (see e.g. [BP]), we may assume (up to a subsequence) that an converges as n +∞ in L1(QT) and a.e. to some a, this for all T. In particular, fn(an) converges a.e. to f(a). But, uniform integrability onQT and convergence a.e. imply convergence inL1(QT).

Consequently, we can pass to the limit in the formula an(t) =S(t)an0+

Z t 0

S(ts)fn(an(s))ds, and this proves Theorem 4.1.

Remark: The above proof is rather simple thanks to the fact that the L2- estimate directly provides the uniform integrability of the nonlinearities. The situation is more delicate when one has only anL1-bound on the nonlinearities.

Then, as explained in the Appendix, we may apply results from [Pie]. As a new example of the usefulness of theL2-estimate, we show here how one may prove global existence of weak solutions for quadratic Lotka-Volterra systems of the type described in [Leung] (see also [FHM]) and given as follows:

ta = D∆xa+AP(az)

xa·n = 0 on∂Ω, a(0,·) =a0(·)

(21) where the data are : D = diag{d1, ..., dq} a diagonal matrix with positive constants di, P = [pij] a q×q matrix and z (0,+∞)q. The unknown is a: [0, T]L2(Ω)q andA= diag(a1, ..., aq). Herefi(a) =aiPq

j=1pij(ajzj).

Theorem 4.2 Assume there existsΣ = diag(σ1, ..., σq)withσi>0 such that

∀wRq, (Σw)tP w=

q

X

i,j=1

σiwipijwj0. (22)

Then, the system (21) has a global weak solution on[0,+∞)for any nonnegative dataa0L2(Ω)q.

Proof: We obtain an a priori L2(QT)-estimate onaby applying Theorem 3.1 with

hi(r) =σi(rzi)σizilog(r/zi)f or rzi and hi(r) = 0f or r[0, zi].

Indeed, forrizi for alli, and by (22)

q

X

i=1

h0i(ri)fi(r) =

q

X

i=1

σi(1zi/ri)ri q

X

j=1

pij(rjzj)0.

We use an approximation process as in the previous proof (fin = ψnfi which preserves the structure). Since the system is quadratic, the L2(QT)-estimate provides an L1(QT)-bound on the nonlinear part of the approximate system.

According to the results in [Pie], up to a subsequence, the approximate solution

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an converges a.e. and in L1(QT) for all T to some function a which is a su- persolution of the problem. This means that there exist nonnegative measures µi, i= 1, ..., q onQT such that

taidixai=fi(a) +µi. (23)

Now, we use the fact that

t(X

i

σiani)x(X

i

σidiani) =X

i

σifin(an), (24) where, by (22)

X

i

σifin(an)X

i,j

σizipij(anj zj).

We now pass to the limit in the sense of distributions in (24): we may use Fatou’s Lemma for the nonlinear terms, thanks to the previous bound from above which is linear with respect toan. We obtain

t(X

i

σiai)x(X

i

σidiai)X

i

σifi(a).

But, together with (23), this proves that the measure P

iσiµi is equal to 0 and so is each µi so that the limit a is solution of the system in the sense of distributions.

To complete the proof, we also need to check that the initial data of a is indeed a0 and that the boundary conditions are preserved. For the Dirichlet conditions, we may use the bound on a in L1(0, T;W01,1(Ω)) coming from the L1-bound on the right-hand side of the system (see e.g. [BP]). For the Neumann conditions, we repeat the above approach but with test functions in C(QT) rather than only in C0(QT). Similarly, we control the initial data by using test-functions which do not vanish at t= 0. The details are left to the reader (see also [Pie]).

Remark: other choices of functions hi. Theorem 3.1 may be used with other choices of convex functionshi:

1. hi(x) = σix with σi (0,+∞) is the simplest and corresponds to the fundamental case where P

ifi(r) 0. We then get an L2-estimate on the solution itself and global existence of weak solutions. Since we do not have in general uniform integrability of the nonlinearity, we act as in the previous proof.

2. hi(x) = x2. This corresponds to the ”quadratic” Lyapunov structure P

irifi(r) 0. Theorem (3.1) says that the solution of (1) is then bounded in L4(QT) for all T. We may conclude to global existence as in Theorem 4.1 if the growth off(r) at infinity is strictly lower than|r|4. The limit case of growth|r|4 may be addressed as in the previous proof.

3. Similarly, the same will hold with ”hsubquadratic” systems satisfying P

ih0i(ri)fi(r) 0 and such that the growth of |f| at infinity is strictly less than|h|2 (see the last Section).

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5 Degenerate coefficients

Let us now consider the case of degenerate coefficients, for instance on the example given in the introduction, with variable C1-coefficients, namely, for i= 1,2,3,4

tai− ∇x·(dixai) = (−1)i[a1a3a2a4], (25)

xai·n= 0 on∂Ω. (26)

We approximate the problem by regularizing the diffusions withdni =di+n−1. Existence of a solution an to the approximate problem is a consequence of Theorem 4.1. The main point is that, according to Theorem 3.1, we keep the uniform estimate

Z

QT

(X

i

zin)(X

i

dnizni)M (independent of n).

Theorem 5.1 Assume the di satisfy the assumptions of Section 2 and that

d0(0,+∞)such that

d1+d2+d3+d4d0>0.

Assume a0L2(Ω)4. Then,gn(a) =an1an3an2an4 is bounded inL1(QT)for all T independently of n.

Remark: Obviously, the condition on the di’s allows that, for instance, three of them be identically equal to zero, the last one being bounded away from zero.

Or, they may all degenerate, as long as they do not all vanish at the same place.

Proof: We drop the indexation by n. We denote by M1, M2, ... positive constants independent ofn. SinceP

ifi 0, by Theorem 3.1, we have Z

QT

(X

i

ai)(X

i

diai)M1. This implies

Z

QT

d0min{a1a3, a2a4} ≤ Z

QT

(d1+d3)a1a3+ (d2+d4)a2a4M1. (27) Now, integrating the second relationPlog(ai)fi(a)0, we obtain

∀t(0, T), X

i

Z

|ailog(ai)ai|(t) + Z

QT

|log a1a3/a2a4

||a1a3a2a4| ≤M2.(28) This implies that, for the set K:= [a1a32a2a4][a2a42a1a3],

Z

K

|a1a3a2a4| ≤ Z

K

1 log 2

log(a1a3)log(a2a4)

a1a3a2a4

M2. The complement ofK isω1ω2 where

ω1= [a2a4a1a3<2a2a4], ω2= [a2a4/2< a1a3a2a4].

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